Calculate the put premium according to put$-$call parity which gives no arbitrage opportunity. Explain what transaction would you do if the put premium is below$/$above the put premium you calculated. European call option premium: c $=$ $$2$ Stock price today: S$0=$ $$30$ Life of option: T$=0\mathrm{.}5$ Risk$-$free rate for maturity T with continous compounding: r$=8\%$ Strike price: K$=$ Decide on the K value yourself $($carefully$).$ No dividends paid during life of option.